Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-05 0.500551 0.558410 0.622858 0.700469 0.792069 0.897580 1.029546
2025-01-12 0.426481 0.497737 0.582360 0.691737 0.831581 1.007554 1.251038
2025-01-19 0.366231 0.441143 0.534258 0.661042 0.833343 1.065938 1.416084
2025-01-26 0.335071 0.415082 0.518696 0.666717 0.879903 1.188330 1.694801
2025-02-02 0.311059 0.394674 0.506858 0.674085 0.928001 1.320118 2.021576
2025-02-09 0.287137 0.371422 0.487815 0.667558 0.953046 1.419919 2.323275
2025-02-16 0.269964 0.355528 0.476926 0.670829 0.992640 1.550093 2.720990
2025-02-23 0.248618 0.331690 0.451895 0.648743 0.986442 1.598036 2.970166
2025-03-02 0.228505 0.308026 0.424926 0.620276 0.964677 1.612195 3.150400
2025-03-09 0.218713 0.298789 0.418944 0.625146 1.002168 1.748150 3.669336
2025-03-16 0.214009 0.296718 0.423694 0.648263 1.076499 1.976720 4.539639
2025-03-23 0.206735 0.290095 0.420488 0.656933 1.124128 2.159350 5.388907
2025-03-30 0.198925 0.282426 0.415461 0.662766 1.169321 2.354902 6.441377
2025-04-06 0.189890 0.272196 0.405324 0.657972 1.191471 2.500832 7.442613
2025-04-13 0.177854 0.256419 0.384661 0.631121 1.161417 2.502345 7.871932
2025-04-20 0.172372 0.250996 0.381376 0.637515 1.207224 2.727468 9.532371
2025-04-27 0.167493 0.246246 0.378859 0.645073 1.257145 2.983162 11.703610
2025-05-04 0.160986 0.238387 0.370236 0.639294 1.273895 3.143138 13.590347
2025-05-11 0.156266 0.233284 0.366206 0.642588 1.314041 3.396763 16.609505
2025-05-18 0.148575 0.222711 0.351509 0.621884 1.288829 3.414471 17.874744
2025-05-25 0.140560 0.211249 0.334581 0.595081 1.244046 3.349513 18.363635
2025-06-01 0.137198 0.207707 0.332193 0.599718 1.285125 3.625929 22.872652
2025-06-08 0.136193 0.208204 0.337379 0.621564 1.378300 4.158001 32.661758